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Re: AW: st: WG: XML TAB - inconsistent p-value output
From
"Seed, Paul" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: AW: st: WG: XML TAB - inconsistent p-value output
Date
Tue, 18 Jun 2013 09:31:00 +0000
Dear Sergiy,
As suggested I tried adding
clear all
estimates drop _all
The output is the same (but now with added matrices).
*******************
* Commands *
clear all
estimates drop _all
use http://www.stata.com/data/jwooldridge/eacsap/patent
xtset cusip year
xtscc return patents patentsg stckpr merger sic sales
eret li
mat li e(b)
mat li e(V)
mat li e(t)
mat li e(se_beta)
* End commands
****************
*****************
* Output
. version
version 11.2
.
. which xml_tab
c:\ado\stbplus\x\xml_tab.ado
*! version 3.50 24Jun2008 M. Lokshin, Z. Sajaia
.
. which xtscc
c:\ado\stbplus\x\xtscc.ado
*! xtscc, version 1.1.4, Daniel Hoechle, 27feb2007
. clear all
. estimates drop _all
. use http://www.stata.com/data/jwooldridge/eacsap/patent
. xtset cusip year
panel variable: cusip (strongly balanced)
time variable: year, 72 to 81
delta: 1 unit
.
. xtscc return patents patentsg stckpr merger sic sales
Regression with Driscoll-Kraay standard errors Number of obs = 2252
Method: Pooled OLS Number of groups = 226
Group variable (i): cusip F( 6, 225) = 239.83
maximum lag: 2 Prob > F = 0.0000
R-squared = 0.0983
Root MSE = 5.2641
------------------------------------------------------------------------------
| Drisc/Kraay
return | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
patents | -.0012341 .0048402 -0.25 0.799 -.010772 .0083037
patentsg | -.0029532 .0038567 -0.77 0.445 -.0105531 .0046466
stckpr | .0745453 .0123332 6.04 0.000 .050242 .0988487
merger | -1.187542 .5551972 -2.14 0.034 -2.281593 -.0934909
sic | -4.54e-06 .000188 -0.02 0.981 -.0003751 .000366
sales | -.0000461 .0000351 -1.31 0.190 -.0001152 .0000231
_cons | 6.515627 .5316984 12.25 0.000 5.467881 7.563372
------------------------------------------------------------------------------
.
. eret li
scalars:
e(N) = 2252
e(N_g) = 226
e(df_m) = 6
e(df_r) = 225
e(F) = 239.8315327428236
e(r2) = .0982803084873544
e(rmse) = 5.264078304739547
e(lag) = 2
macros:
e(cmd) : "xtscc"
e(predict) : "xtscc_p"
e(method) : "Pooled OLS"
e(depvar) : "return"
e(vcetype) : "Drisc/Kraay"
e(title) : "Regression with Driscoll-Kraay standard errors"
e(groupvar) : "cusip"
e(properties) : "b V"
matrices:
e(b) : 1 x 7
e(V) : 7 x 7
e(t) : 1 x 7
e(se_beta) : 1 x 7
functions:
e(sample)
.
. mat li e(b)
e(b)[1,7]
patents patentsg stckpr merger sic sales _cons
y1 -.00123415 -.00295323 .07454534 -1.1875422 -4.538e-06 -.00004607 6.5156266
. mat li e(V)
symmetric e(V)[7,7]
patents patentsg stckpr merger sic sales _cons
patents .00002343
patentsg -.00001586 .00001487
stckpr -.00001939 -8.001e-06 .00015211
merger -.00036914 .00124284 -.00548183 .30824389
sic -4.167e-07 5.447e-07 -1.388e-06 .00008741 3.536e-08
sales -1.457e-07 1.015e-07 1.195e-07 5.398e-06 3.707e-09 1.231e-09
_cons .00201774 -.00159882 -.00088644 -.115661 -.0000675 -.00001779 .2827032
. mat li e(t)
e(t)[1,7]
patents patentsg stckpr merger sic sales _cons
y1 -.25498157 -.76574166 6.0442731 -2.1389557 -.02413436 -1.3130852 12.254365
. mat li e(se_beta)
e(se_beta)[1,7]
patents patentsg stckpr merger sic sales _cons
y1 .00484015 .00385669 .01233322 .55519717 .00018805 .00003509 .53169841
* End output
******************
Paul T Seed, Women's Health, KCL
*
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